FAIRFIELD, Iowa, September 18, 2014 — Managed futures gained 1.63% in August according to the Barclay CTA Index compiled by BarclayHedge. Year to date, the Index is up 2.18%.
“The trend was a friend in August,” says Sol Waksman, founder and president of BarclayHedge. “The S&P 500 rallied to new all-time highs, US Treasury yields declined to new lows on the year, and the US dollar continued to strengthen.”
Seven of Barclay’s eight CTA indices had gains in August. The Systematic Traders Index was up 2.06%, Diversified Traders gained 2.01%, Financial & Metals Traders were up 1.16%, and Agricultural Traders added 0.83%.
The Barclay BTOP50 Index, which measures performance of the largest CTAs, gained 2.65% in August.
Year to date, the Barclay Agricultural Traders Index leads all managed futures strategies with a 9.03% return. Systematic Traders have gained 2.94%, Diversified Traders are up 2.51%, and Discretionary Traders have gained 1.98%.
Currency Traders have lost 1.24% year to date, and is the only managed futures index tracked by BarclayHedge with a negative return in 2014.
Click here to view 35 years of Barclay CTA Index data.
Sol Waksman is an experienced media source, providing perspectives on hedge fund and managed futures trends. For more commentary or background, call 641-472-3456 or email swaksman@barclayhedge.com.
BarclayHedge was founded in 1985 and actively tracks more than 6,200 hedge funds, funds of hedge funds, and managed futures programs. Each month Barclay provides updated performance rankings for 38 Hedge Fund categories, 16 CTA categories, and 7 UCITS categories.
Institutional investors, brokerage firms, and private banks worldwide utilize BarclayHedge indices as performance benchmarks for the hedge fund and managed futures industries.